+45.2%
ASML vs VRSK
-3.2%
+48.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.3% |
| 7D | +10.4% | -2.4% | +12.8% | +9.1% |
| 30D | -12.7% | +16.8% | -29.5% | -4.5% |
| 3M | -17.2% | +14.7% | -31.9% | -9.2% |
| 6M | -1.3% | +24.7% | -26.0% | +11.6% |
| YTD | +40.8% | -7.0% | +47.8% | +54.7% |
| 1Y | +45.2% | -2.1% | +47.3% | +58.0% |
| All | +45.2% | -3.2% | +48.4% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VRSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling